Application of rational expansion method for stochastic differential equations

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Publication:426554


DOI10.1016/j.amc.2011.11.010zbMath1359.60081MaRDI QIDQ426554

Qi Wang, Mei-Jiao Wang

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.11.010


35R05: PDEs with low regular coefficients and/or low regular data

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations


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